NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.27 |
87.76 |
-1.51 |
-1.7% |
87.60 |
High |
89.53 |
88.95 |
-0.58 |
-0.6% |
89.61 |
Low |
87.98 |
87.43 |
-0.55 |
-0.6% |
85.81 |
Close |
88.43 |
88.82 |
0.39 |
0.4% |
89.62 |
Range |
1.55 |
1.52 |
-0.03 |
-1.9% |
3.80 |
ATR |
1.50 |
1.50 |
0.00 |
0.1% |
0.00 |
Volume |
7,626 |
16,196 |
8,570 |
112.4% |
67,394 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.96 |
92.41 |
89.66 |
|
R3 |
91.44 |
90.89 |
89.24 |
|
R2 |
89.92 |
89.92 |
89.10 |
|
R1 |
89.37 |
89.37 |
88.96 |
89.65 |
PP |
88.40 |
88.40 |
88.40 |
88.54 |
S1 |
87.85 |
87.85 |
88.68 |
88.13 |
S2 |
86.88 |
86.88 |
88.54 |
|
S3 |
85.36 |
86.33 |
88.40 |
|
S4 |
83.84 |
84.81 |
87.98 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.75 |
98.48 |
91.71 |
|
R3 |
95.95 |
94.68 |
90.67 |
|
R2 |
92.15 |
92.15 |
90.32 |
|
R1 |
90.88 |
90.88 |
89.97 |
91.52 |
PP |
88.35 |
88.35 |
88.35 |
88.66 |
S1 |
87.08 |
87.08 |
89.27 |
87.72 |
S2 |
84.55 |
84.55 |
88.92 |
|
S3 |
80.75 |
83.28 |
88.58 |
|
S4 |
76.95 |
79.48 |
87.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.11 |
86.66 |
3.45 |
3.9% |
1.57 |
1.8% |
63% |
False |
False |
14,650 |
10 |
90.11 |
85.81 |
4.30 |
4.8% |
1.48 |
1.7% |
70% |
False |
False |
14,354 |
20 |
90.11 |
84.00 |
6.11 |
6.9% |
1.39 |
1.6% |
79% |
False |
False |
14,064 |
40 |
90.11 |
80.82 |
9.29 |
10.5% |
1.25 |
1.4% |
86% |
False |
False |
9,427 |
60 |
90.11 |
73.17 |
16.94 |
19.1% |
1.37 |
1.5% |
92% |
False |
False |
7,636 |
80 |
90.11 |
73.17 |
16.94 |
19.1% |
1.30 |
1.5% |
92% |
False |
False |
6,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.41 |
2.618 |
92.93 |
1.618 |
91.41 |
1.000 |
90.47 |
0.618 |
89.89 |
HIGH |
88.95 |
0.618 |
88.37 |
0.500 |
88.19 |
0.382 |
88.01 |
LOW |
87.43 |
0.618 |
86.49 |
1.000 |
85.91 |
1.618 |
84.97 |
2.618 |
83.45 |
4.250 |
80.97 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.61 |
88.80 |
PP |
88.40 |
88.79 |
S1 |
88.19 |
88.77 |
|